| Publication | Date of Publication | Type |
|---|
Advances in multivariate Archimedean copula modeling
Communications in Statistics. Theory and Methods | 2026-01-16 | Paper |
A minimum variance approach to multivariate linear regression with application to actuarial problems
European Actuarial Journal | 2025-12-16 | Paper |
Exchangeable mortality projection
European Actuarial Journal | 2021-12-17 | Paper |
Robust Bayesian analysis of loss reserving data using scale mixtures distributions
Journal of Applied Statistics | 2020-12-03 | Paper |
Portfolio optimization by a bivariate functional of the mean and variance
Journal of Optimization Theory and Applications | 2020-05-11 | Paper |
Intrinsic objective Bayesian estimation of the mean of the Tweedie family
Scandinavian Actuarial Journal | 2019-08-09 | Paper |
A multivariate tail covariance measure for elliptical distributions
Insurance Mathematics & Economics | 2018-08-28 | Paper |
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
ASTIN Bulletin | 2018-06-06 | Paper |
Extended generalized skew-elliptical distributions and their moments
Sankhyā. Series A | 2017-07-17 | Paper |
Tail conditional moments for elliptical and log-elliptical distributions
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Multivariate tail conditional expectation for elliptical distributions
Insurance Mathematics & Economics | 2016-12-13 | Paper |
Minimization of a function of a quadratic functional with application to optimal portfolio selection
Journal of Optimization Theory and Applications | 2016-08-31 | Paper |
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution
ASTIN Bulletin | 2009-09-13 | Paper |
Robustness via a mixture of exponential power distributions
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Sequential Quasi-Credibility for Scale Dispersion Models
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
Principal Applications of Bayesian Methods in Actuarial Science
North American Actuarial Journal | 2006-01-13 | Paper |
Contaminated Exponential Dispersion Loss Models
North American Actuarial Journal | 2006-01-05 | Paper |
| scientific article; zbMATH DE number 2156343 (Why is no real title available?) | 2005-04-15 | Paper |
On credibility evaluation and the tail area of the exponential dispersion family
Insurance Mathematics & Economics | 2001-10-04 | Paper |
Credibility evaluation for the exponential dispersion family
Insurance Mathematics & Economics | 1999-12-14 | Paper |
On Stochastic Approximation and Credibility
Scandinavian Actuarial Journal | 1999-09-14 | Paper |
| scientific article; zbMATH DE number 1302126 (Why is no real title available?) | 1999-06-16 | Paper |
Exponential dispersion models and credibility
Scandinavian Actuarial Journal | 1999-03-25 | Paper |
Sequential credibility evaluation for symmetric location claim distributions
Insurance Mathematics & Economics | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 863802 (Why is no real title available?) | 1996-06-23 | Paper |
Loss robustness via Fisher-weighted squared-error loss function
Insurance Mathematics & Economics | 1996-05-06 | Paper |
Computer intensive methods for inference on parameters of complex models. -- A Bayesian alternative
Journal of Statistical Planning and Inference | 1995-12-06 | Paper |
Some aspects of Bayesian loss-robustness
Journal of Statistical Planning and Inference | 1994-09-08 | Paper |
| scientific article; zbMATH DE number 370368 (Why is no real title available?) | 1993-08-24 | Paper |
| scientific article; zbMATH DE number 4155703 (Why is no real title available?) | 1988-01-01 | Paper |
| Statistical analysis of finite mixture distributions | 1985-01-01 | Paper |
Unsupervised learning for signal versus noise (Corresp.)
IEEE Transactions on Information Theory | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3786627 (Why is no real title available?) | 1980-01-01 | Paper |
Approximations to unsupervised filters
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3587905 (Why is no real title available?) | 1978-01-01 | Paper |
A quasi-Bayes unsupervised learning procedure for priors (Corresp.)
IEEE Transactions on Information Theory | 1977-01-01 | Paper |
